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On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility

✍ Scribed by Aleš Černý; Fabio Maccheroni; Massimo Marinacci; Aldo Rustichini

Book ID: 119299643
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 288 KB
Volume: 48
Category: Article
ISSN: 0304-4068
DOI: 10.1016/j.jmateco.2012.08.006

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